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(only showing first 100 items - show all)- Quantitative recurrence and large deviations for Teichmüller geodesic flow
- On reparametrization and the Gibbs sampler
- Recurrence relations for generalized hitting times for semi-Markov processes
- Algebraic convergence rate for reflecting diffusion processes on manifolds with boundary
- The Optimal Stopping Time for Detecting Changes in Discrete Time Markov Processes
- Exponential growth of bifurcating processes with ancestral dependence
- Stationary distribution of a stochastic ratio-dependent predator-prey system with regime-switching
- On the performance of a retransmission-based synchronizer
- Billiards in a general domain with random reflections
- Tail index of asymptotically homogeneous Markov chains
- Count network autoregression
- scientific article; zbMATH DE number 440430 (Why is no real title available?)
- Consistent estimation of the accuracy of importance sampling using regenerative simulation
- Periodic homogenization with an interface: the multi-dimensional case
- Moment bounds and geometric ergodicity of diffusions with random switching and unbounded transition rates
- Stationary distribution of a stochastic hybrid phytoplankton model with allelopathy
- Numerical approximation of the Frobenius-Perron operator using the finite volume method
- Evaluating the Lyapounov Exponent and Existence of Moments for Threshold AR-ARCH Models
- The 2D-directed spanning forest converges to the Brownian web
- Ergodicity properties of stress release, repairable system and workload models
- Asymptotic theory for multivariate GARCH processes.
- Lyapunov method for the stability of fluid networks
- Gibbs sampling, conjugate priors and coupling
- Estimate the exponential convergence rate of \(f\)-ergodicity via spectral gap
- Equivalence of equicontinuity concepts for Markov operators derived from a Schur-like property for spaces of measures
- Moderate deviations for word counts in biological sequences
- \(V\)-variable fractals: Fractals with partial self similarity
- Convergence to equilibrium for time-inhomogeneous jump diffusions with state-dependent jump intensity
- Improving the convergence properties of the data augmentation algorithm with an application to Bayesian mixture modeling
- Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression
- Exponential and strong ergodicity for Markov processes with an application to queues
- Parameter estimation for the skew Ornstein-Uhlenbeck processes based on discrete observations
- Flow-level performance and capacity of wireless networks with user mobility
- The rate of convergence of a homogeneous Markov chain arising from two-queue networks
- On linear processes with dependent innovations
- Perturbation bounds for Monte Carlo within metropolis via restricted approximations
- On the ergodicity of certain Markov chains in random environments
- Perfect sampling of ergodic Harris chains
- Convergence results for the (1,)-SA-ES using the theory of -irreducible Markov chains
- Ergodicity properties of rerouting strategies in queueing networks
- (Non)-penalized multilevel methods for non-uniformly log-concave distributions
- Averaging principle for two time-scale regime-switching processes
- Asymptotics of a class of \(p\)th-order nonlinear autoregressive processes
- Saddlepoint approximations and nonlinear boundary crossing probabilities of Markov random walks
- Regular variation of order 1 nonlinear AR-ARCH models
- On finite long run costs and rewards in infinite Markov chains
- Exact asymptotics for the stationary distribution of a Markov chain: a production model
- Time and Palm stationarity of repairable systems
- Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process.
- Experimentation, imitation, and stochastic stability
- Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations
- Several Types of Ergodicity for M/G/1-Type Markov Chains and Markov Processes
- Hydrodynamic stability in the presence of a stochastic forcing: a case study in convection
- The random difference equation \(X_ n = A_ n X_{n-1} + B_ n\) in the critical case
- Stability estimation of transient Markov decision processes
- Error bounds for augmented truncations of discrete-time block-monotone Markov chains under geometric drift conditions
- Optimality of estimators for misspecified semi-Markov models
- Lyapunov functions for random walks and strings in random environment
- A useful version of the central limit theorem for a general class of Markov chains
- Generalization bounds of ERM algorithm with Markov chain samples
- Geometric ergodicity for classes of homogeneous Markov chains
- Polling Models Under Limited Service Policies: Sharp Asymptotics
- Ergodicity of two class priority queues with preemptive priority
- Mixing times for uniformly ergodic Markov chains
- Random dynamical systems with jumps
- Optimal harvesting of a stochastic mutualism model with regime-switching
- Generalization bounds of ERM algorithm with \(V\)-geometrically ergodic Markov chains
- A model for level induced conditional heteroskedasticity
- Central limit theorem for the entries of products of random matrices without the positivity condition
- Geometric ergodicity for some space-time max-stable Markov chains
- Towards an analytic framework for analysing the computation time of evolutionary algorithms
- Extremal indices, geometric ergodicity of Markov chains and MCMC
- Uniform stability and weak ergodicity of nonhomogeneous Markov chains defined on ordered Banach spaces with a base
- Convergence of conditional Metropolis-Hastings samplers
- Stability results for nonlinear error correction models
- Long time behavior of stochastic hard ball systems
- Convergence analysis of the block Gibbs sampler for Bayesian probit linear mixed models with improper priors
- Speed of stochastic locally contractive systems.
- On spatial thinning-replacement processes based on Voronoi cells
- Networks with cascading overloads
- A note on the geometric ergodicity of a nonlinear AR-ARCH model
- Numerical non-identifiability regions of the minimal model of glucose kinetics: Superiority of Bayesian estimation
- Perfect simulation of stationary equilibria
- Regression theory for categorical time series
- Ergodicity of stochastic differential equations driven by fractional Brownian motion
- Efficient rare-event simulation for the maximum of heavy-tailed random walks
- A spectral analytic comparison of trace-class data augmentation algorithms and their sandwich variants
- Moments of deficit duration and its proportion in general compound binomial model
- Ergodicity of a nonlinear stochastic reaction-diffusion equation with memory
- Threshold dynamics of a stochastic SIQR epidemic model with imperfect quarantine
- Randomized scheduling algorithm for queueing networks
- Efficient Bayesian Computation for Low-Photon Imaging Problems
- Regeneration-based statistics for Harris recurrent Markov chains
- Recurrence classification for a family of non-linear storage models
- On geometric and algebraic transience for discrete-time Markov chains
- The income fluctuation problem and the evolution of wealth
- Stability analysis for stochastic hybrid systems: a survey
- A new class of stochastic EM algorithms. Escaping local maxima and handling intractable sampling
- High dimensional regression for regenerative time-series: an application to road traffic modeling
- Abstraction-guided truncations for stationary distributions of Markov population models
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